Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.556 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47520.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46122.18 Kr¶

PnL: ---------------------------------------> -766.39 Kr¶

DD now: ---------------------------------> -2.282 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:22:29.711703'

Anic Portfolio¶

Today¶

Return: -0.015 %¶

This Week¶

Return: -0.015 %¶

Total¶

Return: 55.569 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.790000 766.000000 93.000000 13.820000 673.000000
Nordea Bank Abp 29 0.510000 3532.780000 78.780000 2.280000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.160000 391.400000 36.400000 10.250000 355.000000
SAAB B 8 -0.350000 3408.000000 31.000000 0.920000 3377.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
AcadeMedia 12 0.700000 583.440000 26.440000 4.750000 557.000004
Swedbank A 3 -0.050000 589.050000 25.050000 4.440000 564.000000
Intrum 4 -0.690000 544.200000 17.200000 3.260000 527.000000
OEM International B 7 -0.640000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Eastnine 4 -0.790000 501.600000 10.600000 2.160000 491.000000
Corem Property Group B 59 -4.330000 587.050000 10.050000 1.740000 576.999999
Securitas B 6 -1.410000 579.720000 9.720000 1.710000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Creaspac SPAC 6 -0.930000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 1.240000 541.000000 -33.000000 -5.750000 574.000000
CTEK 13 -1.760000 500.630000 -33.370000 -6.250000 533.999999
Vivesto 1368 2.320000 566.900000 -46.100000 -7.520000 612.999432
Sampo Oyj SDB 7 0.460000 3797.500000 -52.500000 -1.360000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 1.870000 2834.000000 -137.000000 -4.610000 2971.000006
OX2 18 1.620000 1468.800000 -195.200000 -11.730000 1663.999992
Axfood 13 1.570000 3521.700000 -234.300000 -6.240000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46122.180000 -766.390000 -2.28191% 46888.564618

Updated:¶

'2023-01-30 10:22:42.883910'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶